China First Heavy Industries Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:53.42% (-3.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5422 | 6.24 | |
| 0.1629 | 6.00 | |
| 0.7340 | 17.33 | |
| -0.6366 | -4.23 | |
| 1.1500 | 5.10 | |
| -0.9870 | -5.77 | |
| 0.7375 | 3.92 | |
| -0.3851 | -2.15 | |
| 0.1285 | 0.73 | |
| 0.3993 | 1.30 |
Estimation Period:
Feb 9, 2010 to Feb 6, 2026
Feb 9, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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